PREVIEW / futures_5min / 2016-05-27

all futures 5-min files

  file:    by_date/futures_5min/2016/2016-05-27.parquet
  size:    190 KB
  rows:    12,378

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2016-05-27 00:00:00	ES	Futures	2257.57	2258.11	2257.57	2257.57	220.0
2016-05-27 00:05:00	ES	Futures	2257.57	2257.84	2257.57	2257.57	40.0
2016-05-27 00:10:00	ES	Futures	2257.57	2257.84	2257.57	2257.57	46.0
2016-05-27 00:15:00	ES	Futures	2257.84	2258.11	2257.57	2257.57	223.0
2016-05-27 00:20:00	ES	Futures	2257.84	2257.84	2257.57	2257.84	100.0
2016-05-27 00:25:00	ES	Futures	2257.57	2257.84	2257.57	2257.57	45.0
2016-05-27 00:30:00	ES	Futures	2257.57	2257.84	2257.57	2257.57	38.0
2016-05-27 00:35:00	ES	Futures	2257.57	2257.84	2257.3	2257.57	50.0
2016-05-27 00:40:00	ES	Futures	2257.57	2257.84	2257.3	2257.57	42.0
2016-05-27 00:45:00	ES	Futures	2257.57	2257.84	2257.3	2257.3	85.0
2016-05-27 00:50:00	ES	Futures	2257.3	2257.3	2257.03	2257.03	138.0
2016-05-27 00:55:00	ES	Futures	2256.76	2257.3	2256.76	2257.3	148.0
2016-05-27 01:00:00	ES	Futures	2257.03	2257.84	2257.03	2257.57	199.0
2016-05-27 01:05:00	ES	Futures	2257.3	2257.57	2257.03	2257.03	74.0
2016-05-27 01:10:00	ES	Futures	2257.03	2257.3	2257.03	2257.03	251.0
2016-05-27 01:15:00	ES	Futures	2257.03	2257.3	2256.76	2257.03	91.0
2016-05-27 01:20:00	ES	Futures	2257.3	2257.3	2257.03	2257.03	99.0
2016-05-27 01:25:00	ES	Futures	2257.3	2257.3	2256.76	2257.03	196.0
2016-05-27 01:30:00	ES	Futures	2257.3	2257.84	2256.49	2257.84	563.0
2016-05-27 01:35:00	ES	Futures	2257.84	2258.11	2257.57	2257.84	373.0
2016-05-27 01:40:00	ES	Futures	2257.84	2257.84	2257.3	2257.84	212.0
2016-05-27 01:45:00	ES	Futures	2257.57	2257.84	2257.3	2257.84	146.0
2016-05-27 01:50:00	ES	Futures	2257.84	2258.11	2257.57	2258.11	385.0
2016-05-27 01:55:00	ES	Futures	2258.11	2258.92	2257.84	2258.65	1018.0
2016-05-27 02:00:00	ES	Futures	2258.65	2258.92	2257.03	2257.03	1326.0
2016-05-27 02:05:00	ES	Futures	2257.3	2257.57	2256.76	2256.76	701.0
2016-05-27 02:10:00	ES	Futures	2257.03	2257.3	2256.76	2257.3	504.0
2016-05-27 02:15:00	ES	Futures	2257.57	2257.57	2257.03	2257.3	468.0
2016-05-27 02:20:00	ES	Futures	2257.57	2257.57	2257.3	2257.57	373.0
2016-05-27 02:25:00	ES	Futures	2257.3	2257.3	2256.76	2256.76	608.0
2016-05-27 02:30:00	ES	Futures	2256.76	2257.57	2256.76	2257.3	476.0
2016-05-27 02:35:00	ES	Futures	2257.57	2257.57	2257.3	2257.3	374.0
2016-05-27 02:40:00	ES	Futures	2257.3	2257.57	2257.03	2257.03	156.0
2016-05-27 02:45:00	ES	Futures	2257.03	2257.3	2256.49	2256.49	801.0
2016-05-27 02:50:00	ES	Futures	2256.76	2256.76	2256.22	2256.49	175.0
2016-05-27 02:55:00	ES	Futures	2256.49	2256.49	2255.95	2256.22	394.0
2016-05-27 03:00:00	ES	Futures	2256.22	2256.22	2254.87	2255.41	3297.0
2016-05-27 03:05:00	ES	Futures	2255.14	2256.49	2254.87	2256.22	2319.0
2016-05-27 03:10:00	ES	Futures	2255.95	2256.76	2255.68	2255.95	1167.0
2016-05-27 03:15:00	ES	Futures	2255.95	2256.49	2255.41	2256.49	1067.0
2016-05-27 03:20:00	ES	Futures	2256.49	2256.49	2255.14	2255.41	1616.0
2016-05-27 03:25:00	ES	Futures	2255.68	2255.95	2254.87	2255.68	1087.0
2016-05-27 03:30:00	ES	Futures	2255.68	2257.03	2255.68	2256.76	1250.0
2016-05-27 03:35:00	ES	Futures	2256.76	2257.84	2256.76	2257.03	1863.0
2016-05-27 03:40:00	ES	Futures	2257.3	2257.57	2256.76	2257.03	1140.0
2016-05-27 03:45:00	ES	Futures	2257.03	2257.3	2255.95	2256.49	1365.0
2016-05-27 03:50:00	ES	Futures	2256.49	2258.38	2256.49	2257.57	3655.0
2016-05-27 03:55:00	ES	Futures	2257.57	2257.84	2256.76	2256.76	1060.0
2016-05-27 04:00:00	ES	Futures	2256.76	2257.84	2256.49	2257.3	1239.0
2016-05-27 04:05:00	ES	Futures	2257.3	2257.57	2256.76	2256.76	884.0

> showing 50 of 12,378 rows — these rows as CSV

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